SYMBOL | INDUSTRY | POSITION | PRICE | DAY CHANGE(%) | ACTIONS |
---|---|---|---|---|---|
AB | SHORT | 22.08 | -2.00 | HOLD | |
ALJ | LONG | 11.58 | -1.70 | HOLD | |
ATVI | SHORT | 16.53 | -1.84 | HOLD | |
AVA | LONG | 27.85 | -1.14 | HOLD | |
AVD | LONG | 27.20 | -3.03 | HOLD | |
BAC | SandLs/Savings Banks | SHORT | 13.93 | -0.78 | HOLD |
BHP | SHORT | 72.19 | 0.66 | HOLD | |
BLT | LONG | 12.52 | 0.48 | HOLD | |
BPOP | Regional Banks | SHORT | 26.42 | 0.27 | HOLD |
MTRN | LONG | 29.84 | -0.76 | HOLD | |
C | SHORT | 48.38 | -0.51 | HOLD | |
CEF | SHORT | 14.75 | 0.07 | HOLD | |
CUK | SHORT | 36.43 | 0.83 | HOLD | |
ESI | LONG | 38.76 | -0.89 | HOLD | |
FOE | LONG | 13.15 | 0.00 | HOLD | |
GG | SHORT | 24.78 | -1.08 | HOLD | |
GPI | Retail (Specialty) | LONG | 63.89 | -1.72 | HOLD |
HAYN | LONG | 54.20 | -0.79 | HOLD | |
HBC | SHORT | 56.12 | -0.69 | HOLD | |
ISBC | SHORT | 23.59 | -0.42 | HOLD | |
KMR | SHORT | 74.95 | -0.28 | HOLD | |
KOP | LONG | 44.12 | -2.09 | HOLD | |
KRNY | SHORT | 10.50 | 0.29 | HOLD | |
MT | SHORT | 16.20 | -0.49 | HOLD | |
MYE | LONG | 17.88 | 2.41 | HOLD | |
NJR | LONG | 45.74 | -1.76 | HOLD | |
NP | LONG | 41.89 | 0.34 | HOLD | |
NR | LONG | 12.84 | -0.81 | HOLD | |
NVS | SHORT | 77.00 | -1.79 | HOLD | |
O | SHORT | 41.45 | -0.96 | HOLD | |
OMX | Office Supplies | LONG | 15.26 | -0.26 | HOLD |
SCCO | SHORT | 28.07 | -0.74 | HOLD | |
ROMA | SHORT | 18.99 | -0.52 | HOLD | |
SCHN | LONG | 30.38 | 1.10 | HOLD | |
SCSS | Furniture and Fixtures | LONG | 18.75 | -0.16 | HOLD |
SHLM | Chemicals - Plastics and Rubber | LONG | 32.84 | -1.44 | HOLD |
SLV | Misc. Financial Services | SHORT | 20.91 | 0.29 | HOLD |
SWHC | Recreational Products | LONG | 11.35 | 1.07 | HOLD |
TFSL | SHORT | 11.98 | -1.92 | HOLD | |
TG | Fabricated Plastic and Rubber | LONG | 26.27 | -7.30 | HOLD |
TKC | Communications Services | SHORT | 15.28 | -0.07 | HOLD |
TS | SHORT | 47.14 | -0.34 | HOLD | |
V | SHORT | 197.37 | 0.48 | HOLD | |
VALE | SHORT | 16.86 | -1.29 | HOLD | |
VCI | LONG | 27.65 | -0.82 | HOLD | |
VIP | SHORT | 14.33 | -1.44 | HOLD | |
TODAY SUMMARY | GAINS(%) | ||||
LONGS | -0.92 | ||||
SHORTS | -0.57 | ||||
TOTAL | -0.35 | ||||
S&P 500 | -0.32 | ||||
Since 10-Mar-2011 | GAINS(%) | STD | MAX. FALL | SHARPE RATIO | CALMAR RATIO |
Portfolio | 0.34 | 12.70 | -39.50 | 0.01 | 0.00 |
S&P 500 | 40.99 | 5.32 | -18.61 | 2.56 | 0.73 |
Swing hedge strategy with market neutral ratio. My system is unique and not based on any other idea.
Tuesday, November 5, 2013
05-Nov-2013 Daily performance
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